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AlphaNode breeds trading formulas with an evolutionary search over real crypto market data — and holds every one of them to locked out-of-sample tests, forward tracking and a fee-and-funding-aware simulator.
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AlphaNode is a locally run research tool for discovering and evaluating strategies for crypto perpetual markets. Its evolutionary search generates trading formulas from public price, volume, and funding data, then assesses them through a portfolio simulator that accounts for fees, funding costs, and volatility targeting. The product emphasizes rigorous testing: search fitness uses training and validation data, while a configurable, held-out test set remains sealed and read-only. Users can also track strategies through an append-only paper record based on closed market bars.
AlphaNode is available as desktop software and can run headlessly or in Docker on a server. It supports 15-minute, hourly, four-hour, and daily bars, with separate strategy libraries for each timeframe. Analytics include measures such as Sharpe ratio, drawdown, CAGR, Sortino ratio, and win rate. A local JSON API serves target weights and leverage for a strategy or portfolio, allowing users to connect their own execution systems. The node does not require exchange keys for research or tracking and does not place trades.
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